Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

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Bibliographic Information

Title
"Generalized extreme value distribution with time-dependence using the AR and MA models in state space form"
Other Title
  • IMES
Statement of Responsibility
Jouchi Nakajima ... [et al.]
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2009
Book size
30 cm

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Notes

Cover title

Bibliography: p. 33-36

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Details 詳細情報について

  • CRID
    1130282269145987456
  • NII Book ID
    BB05265943
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Classification
  • Data Source
    • CiNii Books
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